On impulsive control with long run average cost criterion
On Inaccuracy Generating Functions of Probability Distributions.
On independent sets in purely atomic probability spaces with geometric distribution.
On independent times and positions for Brownian motions.
On inequalities and partial orderings for weighted reliability measures.
On inequalities for two-parameter martingales.
On infection spreading and competition between independent random walks.
On infinite dams with Markov dependent inputs
On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that...
On infinite horizon multi-person stopping games with priorities
We study nonzero-sum multi-person multiple stopping games with players' priorities. The existence of Nash equilibrium is proved. Examples of multi stopping of Markov chains are considered. The game may also be presented as a special case of a stochastic game which leads to many variations of it, in which stopping is a part of players' strategies.
On infinite products of independent random elements on metric semigroups
On infinite-server queues with cyclically dependent service times
On intensities of modulated Cox measures.
On interpolation of moving average processes
On invariant measures of nonlinear Markov processes.
On invariants of random planar endomorphisms
We estimate the expected value of the gradient degree of certain Gaussian random polynomials in two variables and discuss its relations with some other numerical invariants of random polynomials
On inverse moments for a class of nonnegative random variables.
On inverse queuing processes
On invertibility of a random coefficient moving average model
A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model properties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA(1) model are investigated in this paper.
On iterates of strong Feller operators on ordered phase spaces
Let (X,d) be a metric space where all closed balls are compact, with a fixed σ-finite Borel measure μ. Assume further that X is endowed with a linear order ⪯. Given a Markov (regular) operator P: L¹(μ) → L¹(μ) we discuss the asymptotic behaviour of the iterates Pⁿ. The paper deals with operators P which are Feller and such that the μ-absolutely continuous parts of the transition probabilities are continuous with respect to x. Under some concentration assumptions on the asymptotic transition probabilities...